+171.8%
DLR vs BLDR
+372.1%
-200.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.4% |
| 7D | -1.3% | -8.1% | +6.8% | 0.0% |
| 30D | -2.9% | -21.5% | +18.6% | +0.6% |
| 3M | +3.2% | -21.0% | +24.2% | +6.3% |
| 6M | +3.9% | -37.1% | +40.9% | +10.4% |
| YTD | +21.4% | -42.7% | +64.1% | +30.3% |
| 1Y | +9.7% | -58.0% | +67.6% | +23.1% |
| 3Y | +56.5% | -57.8% | +114.4% | +71.2% |
| 5Y | +41.5% | +10.3% | +31.2% | +31.9% |
| All | +171.8% | +372.1% | -200.4% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling